Hiya Stuh
It kind of depends on where you are.
Australia, for example, has a national Inter Library Loan network where member libraries loan books to each other (at a standard rate) and each library then takes responsibility for their member's book borrowing.
Go to your local public library and talk to them about how you might go borrowing books from other libraries. If you get no joy from a public, try a university library - they should at least have someone on the information desk who has an idea of ILL works in your country.
It is highly unlikely a library that you are not a member of will loan to you - you will need to be a member of a library that is part of a inter library loan network.
That said a lot of public libraries don't do many inter library loans so you can help them by finding who holds the book you want and giving them the details (of the book and the holding library) for them to follow up. University libraries are more likely to understand the mechanisms. In both cases charges will be passed on to you in most cases.
You can see a list of online catalogues at
http://lists.webjunction.org/libweb/
There are tools that let you search multiple catalogues, in Australia this is an example:
http://voyager.its.csiro.au/cgi-bin/Pwebrecon.cgi?DB=local&PAGE=dbPage
There are a list of tools to search catalogues at:
http://lii.org/search?query=Online+library+catalogs;searchtype=subject
Good luck....
[a couple of edits to get that last URL to work]